Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 125'000 | 125'000 | 124'098 | 124'098 | 190'159 CHF | 191'400 CHF | 100.00% | 100.00% |
12.07.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 125'000 | 125'000 | 124'275 | 124'275 | 188'667 CHF | 189'909 CHF | 100.00% | 100.00% |
11.07.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 125'000 | 125'000 | 123'899 | 123'899 | 190'242 CHF | 191'482 CHF | 99.98% | 99.98% |
10.07.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 125'000 | 125'000 | 125'353 | 125'353 | 185'644 CHF | 186'898 CHF | 100.00% | 100.00% |
09.07.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 126'000 | 126'000 | 125'813 | 125'813 | 184'931 CHF | 186'189 CHF | 100.00% | 100.00% |
08.07.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 126'000 | 126'000 | 126'255 | 126'255 | 182'673 CHF | 183'936 CHF | 99.69% | 99.69% |
05.07.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 127'000 | 127'000 | 126'926 | 126'926 | 180'803 CHF | 182'072 CHF | 100.00% | 100.00% |
04.07.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 126'000 | 126'000 | 126'065 | 126'065 | 184'019 CHF | 185'280 CHF | 100.00% | 100.00% |
03.07.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 127'000 | 127'000 | 126'936 | 126'936 | 181'405 CHF | 182'675 CHF | 100.00% | 100.00% |
02.07.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 126'000 | 126'000 | 125'711 | 125'711 | 184'654 CHF | 185'911 CHF | 100.00% | 100.00% |